Video Sequence Editor: playback lag after stripchange
Encode your video files with post-production codec.

First thing you should look at is what a video codec you use. Every codec has a different use. In fact, most codecs that compress the video stream are only for linear playback.

So when you try to use codec what designed just for playing in videoplayer, it can be slow in non-linear playback. If you need fast workflow, use a special post-production codec. In blender good variant is a Avid DNxHD codec. Also you can try Apple ProRes  

Unlike other programs, in the blender you must process the source material  manually (if necessary). If you use another application, you will see, that most other programs will re-encode the video before adding it to the editing line. In this there are pluses and minuses, but this is so. 

Therefore, you still need to transcode the video, but next time you will encode into the right format. If you use files, that are not optimized to work in the video editor, there are no ways to make the workflow fast.